+228.4%
UNH vs HPE
+581.3%
-353.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.4% | -14.8% | -4.3% |
| 7D | -4.5% | +19.4% | -23.9% | -7.5% |
| 30D | -6.5% | +5.6% | -12.1% | -7.7% |
| 3M | -6.0% | +33.1% | -39.0% | -11.0% |
| 6M | +33.7% | +192.5% | -158.8% | +7.9% |
| YTD | +16.4% | +160.9% | -144.5% | -4.3% |
| 1Y | +10.1% | +155.0% | -144.9% | -9.5% |
| 3Y | -16.3% | +289.4% | -305.7% | -40.0% |
| 5Y | +2.1% | +395.7% | -393.6% | -34.0% |
| All | +228.4% | +581.3% | -353.0% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling